+123.8%
STX vs XLC
-5.6%
+129.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.5% | -11.6% | -7.4% |
| 7D | -20.2% | +1.8% | -22.0% | -19.7% |
| 30D | -37.2% | -6.0% | -31.2% | -37.6% |
| 3M | -34.1% | -6.0% | -28.0% | -34.4% |
| 6M | -24.5% | -9.1% | -15.4% | -21.3% |
| YTD | +102.9% | -10.0% | +113.0% | +110.2% |
| 1Y | +123.8% | -5.8% | +129.6% | +105.1% |
| All | +123.8% | -5.6% | +129.4% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XLC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling